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Search: subject:"surrender risk"
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8
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8
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6
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surrender risk
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participating life insurance
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1
A model for risk adjustment (IFRS 17) for
surrender
risk
in life insurance
Carlehed, Magnus
- In:
Risks : open access journal
11
(
2023
)
3
,
pp. 1-22
We propose a model for risk adjustment, in the context of IFRS 17, for
surrender
risk
. Surrender rates are assumed to …
Persistent link: https://www.econbiz.de/10014303652
Saved in:
2
Surrender contagion in life insurance
Cheng, Chunli
;
Hilpert, Christian
;
Miri Lavasani, Aidin
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
Saved in:
3
Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
Gaillardetz, Patrice
;
Hachem, Saeb
;
Moghtadai, Mehran
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10013187283
Saved in:
4
Life insurance surrender and liquidity risks
Chang, Hsiao-Yin
;
Schmeiser, Hato
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 761-776
Persistent link: https://www.econbiz.de/10013367857
Saved in:
5
Surrender
risk
in the context of the quantitative assessment of participating life insurance contracts under Solvency II
Burkhart, Tobias
- In:
Risks
6
(
2018
)
3
,
pp. 1-38
company. We conclude that current methods used for practical applications underestimate
surrender
risk
under Solvency II and …
Persistent link: https://www.econbiz.de/10011996622
Saved in:
6
Surrender
risk
in the context of the quantitative assessment of participating life insurance contracts under Solvency II
Burkhart, Tobias
- In:
Risks : open access journal
6
(
2018
)
3
,
pp. 1-38
company. We conclude that current methods used for practical applications underestimate
surrender
risk
under Solvency II and …
Persistent link: https://www.econbiz.de/10011867482
Saved in:
7
Asset-liability management in life insurance: evidence from France
Lyonnet, Victor
-
2018
Persistent link: https://www.econbiz.de/10012237164
Saved in:
8
Variable annuities in a Lévy-based hybrid model with
surrender
risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
9
Life insurance surrender as a liquidity risk management tool for households
Gemmo, Irina
;
Götz, Martin
- In:
Essays on imperfect insurance markets
,
(pp. 9-40)
.
2019
Persistent link: https://www.econbiz.de/10012055571
Saved in:
10
Early default risk and
surrender
risk
: impacts on participating life insurance policies
Cheng, Chunli
;
Li, Jing
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 30-43
Persistent link: https://www.econbiz.de/10011825072
Saved in:
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